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Model: Ratio
HQ Backtest LITE vs MTSI
Symbol Title Sector Industry M.Cap.[M] Div Yield Last Close AvgVol 200d
LITE Lumentum Holdings Inc Technology Communication Equipment 46752 702.76 4276807
MTSI MACOM Technology Solutions Holdings Inc Technology Semiconductors 16658 222.07 1069799
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
MA Period: 15 MA Type: EMA StdDev Period: 15
RSI Period: 14 RSI Threshold: 0
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.1 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 6187.79
Total net P/L: -3812.21 Total ROI: -38.12 %
CAGR: -7.90 % Max. DD: 65.28 %
System Score: -0.000 Sharpe Ratio: -0.082
Start Date: 2020-01-02 End Date: 2025-10-31
Total days: 2129
Commissions: 403.88 Comm.% P/L 11.85 %
Total Transactions: 380 Log. Linearity: 0.801 %
Total enabled Long enabled Short LITE MTSI
Total Profit/Loss -3408.33 -2219.11 -1189.22 7818.57 -11226.90
Total Profit 29998.34 15582.42 14415.92 39812.08 24171.84
Total Loss 33406.68 17801.53 15605.14 31993.52 35398.74
Profit Factor 0.90 0.88 0.92 1.24 0.68
Trades 95 49 46 95 95
Winning Trades 59 29 30 55 49
Losing Trades 36 20 16 40 46
% Profitable 62.00 59.00 65.00 57.00 51.00
Profit/Loss Per Trade % -0.46 -0.48 -0.44 0.43 -1.24
Profit Per Trade % 5.16 5.40 4.93 6.82 4.79
Loss Per Trade % 8.37 7.72 9.20 7.28 6.89
Days In Trade 1222 654 568 1222 1222
Days In Trade (Avg. Per Trade) 12.86 13.35 12.35 12.86 12.86
% Days In Trade 57.40 30.72 26.68 57.40 57.40
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Trade Log
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.